Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 2.18% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 90'895 CHF | 92'895 CHF | 100.00% | 100.00% |
22.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 199'999 | 82'168 CHF | 84'168 CHF | 100.00% | 100.00% |
21.05.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'992 CHF | 83'992 CHF | 100.00% | 100.00% |
17.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'649 CHF | 81'649 CHF | 100.00% | 100.00% |
16.05.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 199'999 | 76'376 CHF | 78'376 CHF | 100.00% | 100.00% |
15.05.2024 | 2.16% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 199'983 | 91'643 CHF | 93'635 CHF | 100.00% | 100.00% |
14.05.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 99'246 CHF | 101'246 CHF | 99.74% | 99.74% |
13.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 199'984 | 200'000 | 94'533 CHF | 96'540 CHF | 100.00% | 100.00% |
10.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'926 CHF | 98'926 CHF | 100.00% | 100.00% |
08.05.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 199'992 | 125'095 CHF | 127'089 CHF | 100.00% | 100.00% |